So I just want to install Windows on my Mac so I can play games, but I want to make sure I don't get any viruses that infect windows. If I just load up Windows, do I have any problem if all I do is got on the game I want to play, maybe play online, but no websearching or anything like that? Or is being online in general leave me up to attack, so I should download the security updates?

Games generally do not infect your computer with spyware or viruses when you play online. If you're only going to play games, I recommend getting a free virus scanner (such as AVG) and a free spyware scanner (such as ad-aware personal edition). You should run the virus scan once a month or so, and the spyware scan once every 10 days. Yes, do download the Microsoft Security Updates.